ECBOT 10 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
124-095 |
123-295 |
-0-120 |
-0.3% |
124-225 |
High |
124-125 |
124-005 |
-0-120 |
-0.3% |
125-135 |
Low |
123-235 |
123-180 |
-0-055 |
-0.1% |
123-250 |
Close |
123-260 |
123-310 |
0-050 |
0.1% |
124-070 |
Range |
0-210 |
0-145 |
-0-065 |
-31.0% |
1-205 |
ATR |
0-217 |
0-212 |
-0-005 |
-2.4% |
0-000 |
Volume |
1,407,113 |
1,392,976 |
-14,137 |
-1.0% |
6,154,635 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-067 |
125-013 |
124-070 |
|
R3 |
124-242 |
124-188 |
124-030 |
|
R2 |
124-097 |
124-097 |
124-017 |
|
R1 |
124-043 |
124-043 |
124-003 |
124-070 |
PP |
123-272 |
123-272 |
123-272 |
123-285 |
S1 |
123-218 |
123-218 |
123-297 |
123-245 |
S2 |
123-127 |
123-127 |
123-283 |
|
S3 |
122-302 |
123-073 |
123-270 |
|
S4 |
122-157 |
122-248 |
123-230 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-127 |
128-143 |
125-039 |
|
R3 |
127-242 |
126-258 |
124-214 |
|
R2 |
126-037 |
126-037 |
124-166 |
|
R1 |
125-053 |
125-053 |
124-118 |
124-263 |
PP |
124-152 |
124-152 |
124-152 |
124-096 |
S1 |
123-168 |
123-168 |
124-022 |
123-058 |
S2 |
122-267 |
122-267 |
123-294 |
|
S3 |
121-062 |
121-283 |
123-246 |
|
S4 |
119-177 |
120-078 |
123-101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-315 |
123-180 |
1-135 |
1.1% |
0-204 |
0.5% |
29% |
False |
True |
1,422,891 |
10 |
125-135 |
123-180 |
1-275 |
1.5% |
0-226 |
0.6% |
22% |
False |
True |
1,480,074 |
20 |
125-135 |
123-050 |
2-085 |
1.8% |
0-209 |
0.5% |
36% |
False |
False |
1,312,746 |
40 |
125-135 |
122-145 |
2-310 |
2.4% |
0-202 |
0.5% |
51% |
False |
False |
1,259,033 |
60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-218 |
0.5% |
19% |
False |
False |
935,014 |
80 |
130-205 |
122-145 |
8-060 |
6.6% |
0-194 |
0.5% |
19% |
False |
False |
701,527 |
100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-159 |
0.4% |
17% |
False |
False |
561,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-301 |
2.618 |
125-065 |
1.618 |
124-240 |
1.000 |
124-150 |
0.618 |
124-095 |
HIGH |
124-005 |
0.618 |
123-270 |
0.500 |
123-252 |
0.382 |
123-235 |
LOW |
123-180 |
0.618 |
123-090 |
1.000 |
123-035 |
1.618 |
122-265 |
2.618 |
122-120 |
4.250 |
121-204 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
123-291 |
124-080 |
PP |
123-272 |
124-050 |
S1 |
123-252 |
124-020 |
|